+1,440.5%
FANG vs INCY
+610.4%
+830.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +2.9% | -4.2% | +7.1% | +3.8% |
| 30D | +2.6% | +0.6% | +2.0% | +2.4% |
| 3M | +7.6% | +12.6% | -5.1% | +4.3% |
| 6M | +17.3% | +28.3% | -11.0% | +10.2% |
| YTD | +38.7% | +23.0% | +15.7% | +30.9% |
| 1Y | +51.6% | +41.0% | +10.7% | +38.2% |
| 3Y | +50.0% | +88.6% | -38.6% | +24.7% |
| 5Y | +237.6% | +70.8% | +166.8% | +183.4% |
| 10Y | +180.7% | +53.5% | +127.2% | +132.4% |
| All | +1,440.5% | +610.4% | +830.2% | +772.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling